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Finite sampling interval effects in Kramers-Moyal analysis

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dc.contributor.authorLade, Steven
dc.date.accessioned2015-12-10T22:20:25Z
dc.date.issued2009
dc.date.updated2016-02-24T11:49:19Z
dc.description.abstractLarge sampling intervals can affect reconstruction of Kramers-Moyal coefficients from data. A new method, which is direct, non-stochastic and exact up to numerical accuracy, is developed to estimate these finite time effects. The method is applied numerically to biologically inspired examples. Exact finite time effects are also described analytically for two special cases. The approach developed will permit better evaluation of Langevin or Fokker-Planck based models from data with large sampling intervals. It can also be used to predict the sampling intervals for which finite time effects become significant.
dc.identifier.issn0375-9601
dc.identifier.urihttp://hdl.handle.net/1885/51907
dc.publisherElsevier
dc.sourcePhysics Letters A
dc.subjectKeywords: Adjoint operator; Finite sampling interval; Fokker-Planck equation; Kramers-Moyal coefficients; Molecular motors; Tethered diffusion
dc.titleFinite sampling interval effects in Kramers-Moyal analysis
dc.typeJournal article
local.bibliographicCitation.lastpage3709
local.bibliographicCitation.startpage3705
local.contributor.affiliationLade, Steven, College of Physical and Mathematical Sciences, ANU
local.contributor.authoruidLade, Steven, u4370033
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor020501 - Classical and Physical Optics
local.identifier.ariespublicationu9201385xPUB234
local.identifier.citationvolume373
local.identifier.doi10.1016/j.physleta.2009.08.029
local.identifier.scopusID2-s2.0-70149115226
local.type.statusPublished Version

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